Third harmonic generation microscopy is described in the frame work of the theory of harmonic generation with Gaussian focused beams inside a bulk material as well as at the vicinity of an interface. This model is then applied to characterize different types of materials in terms of electronic third-order susceptibility. Examples of bulk glasses, poled glasses, laser-induced modifications in glasses and nanoparticles in solution are given in order to give a survey of the broad application field of THG microscopy in material characterization.